Leash Training A Puppy

Before you even begin leash training a puppy, you need to get the little guy or gal used to wearing a collar - and then a collar and leash.

A nylon collar is the best choice for very young puppies, but as Rottweilers are fairly sturdy pups, a fairly narrow and soft leather collar is also an option.
Start out by having your pup wear her collar for 15 - 30 minute stretches. If her breeder didn't acclimate her to the feel of a wearing a collar, she may well act as though you just wrapped a python around her little neck!
Scratching at it, pawing at it, trying to 'rub it off' by rolling around on the carpet - they're all perfectly normal reactions. She may even try to run away from the collar (difficult as it's actually attached to her), or sit stock still hoping it will magically disappear.

Your best reaction to her behavior is no reaction! You can try to distract her with a toy or a game, but don't touch or bring attention to the collar in any way. Ignore her complaints, and don't take it off her until she's forgotten about it and isn't fussing about it anymore.

After a few days, you'll be ready for the next step in leash training a puppy - that's actually using the leash! But, don't get too excited..... you still need to take it slowly, and for now all you want to do is attach a light leash to your puppys' collar and let her get used to feeling the weight of it.
In fact, you're not even going to hold the leash just yet.
Simply clip it onto her collar and let her drag it around the house for 10 mins or so at a time. Of course, you need to follow supervise her the WHOLE time she's doing this, as if it gets caught on something, or she gets tangled up in it she could be frightened, or even hurt. And that will set your puppy leash training efforts back somewhat.
For this part of the 'leash training a puppy' process, a light leash is best. 

A leather one is more likely to be chewed and played with, and a chain is just too heavy and could be dangerous. A lightweight (and cheap) nylon collar would be your best bet for now.
After a few days of running around with the leash dragging behind her, your puppy is now ready for you to join in the game. So, at your next leash training session, pick up the end of the leash and start to follow where she leads. She'll probably really enjoy this part!

This is also a good time to take a step up and you, puppy and leash can venture out into the back yard. She needs to feel totally comfortable with all of this before you move on.